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~person:"Chang, Chia-Lin"
~subject:"Arbeitsmarkt"
~subject:"Schätzung"
~type_genre:"Working Paper"
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Search: subject:"volatility"
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Arbeitsmarkt
Schätzung
Volatility
74
Volatilität
70
ARCH model
40
ARCH-Modell
40
Spillover-Effekt
32
Spillover effect
31
USA
19
United States
19
Ölpreis
18
Oil price
17
Capital market returns
16
Kapitalmarktrendite
16
Spot market
16
Spotmarkt
16
Commodity derivative
15
Rohstoffderivat
15
Capital income
13
Kapitaleinkommen
13
Estimation
12
Futures
12
Preis
11
Taiwan
11
Welt
11
Hedging
10
Index derivative
10
Indexderivat
10
Portfolio-Management
10
Price
10
Risikomaß
10
World
10
China
9
Portfolio selection
9
Börsenkurs
8
Risk measure
8
Share price
8
Düngemittel
7
Time series analysis
7
Zeitreihenanalyse
7
Aktienindex
6
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Free
10
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Book / Working Paper
12
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Working Paper
Arbeitspapier
12
Graue Literatur
12
Non-commercial literature
12
Article in journal
7
Aufsatz in Zeitschrift
7
Language
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English
12
Author
All
Chang, Chia-Lin
McAleer, Michael
49
Caporale, Guglielmo Maria
29
Hautsch, Nikolaus
29
Pierdzioch, Christian
29
Gupta, Rangan
20
Härdle, Wolfgang
20
Bachmann, Ronald
19
Belke, Ansgar
19
Buch, Claudia M.
17
Döpke, Jörg
17
Ours, Jan C. van
15
Winter-Ebmer, Rudolf
15
Haltiwanger, John C.
14
Koopman, Siem Jan
14
Merkl, Christian
14
Mumtaz, Haroon
14
Rodriguez, Gabriel
14
Stüber, Heiko
14
Asai, Manabu
13
Hafner, Christian M.
13
Herwartz, Helmut
13
Bender, Stefan
12
Bos, Charles S.
12
Conrad, Christian
12
Bauer, Thomas K.
11
Bollerslev, Tim
11
Cheung, Yin-Wong
11
Gil-Alaña, Luis A.
11
Mertens, Antje
11
Mittnik, Stefan
11
Shields, Michael
11
Tansel, Aysıt
11
Allen, David E.
10
Caporin, Massimiliano
10
Huber, Florian
10
Lux, Thomas
10
McEntarfer, Erika
10
Medeiros, Marcelo C.
10
Paolella, Marc S.
10
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University of Canterbury / Dept. of Economics and Finance
1
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Econometric Institute research papers
8
Working paper
3
Discussion paper / Tinbergen Institute
1
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ECONIS (ZBW)
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1
A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
vary according to whether they are in low or high
volatility
regimes. …
Persistent link: https://www.econbiz.de/10011479769
Saved in:
2
Modelling the effects of oil prices on global fertilizer prices and
volatility
Chen, Ping-Yu
;
Chang, Chia-Lin
;
Chen, Chi-chung
; …
-
2013
Persistent link: https://www.econbiz.de/10010354373
Saved in:
3
Modelling long memory
volatility
in agricultural commodity futures returns
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
-
2012
-
Rev.
Persistent link: https://www.econbiz.de/10009619551
Saved in:
4
The rise and fall of S&P500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009619346
Saved in:
5
The rise and fall of S&P 500 variance futures
Chang, Chia-Lin
;
Jimenez-Martin, Juan-Angel
;
McAleer, …
-
2011
-
Rev.
Persistent link: https://www.econbiz.de/10009413649
Saved in:
6
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
7
Modelling conditional correlations for risk diversification in crude oil markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877105
Saved in:
8
Forecasting
volatility
and spillovers in crude oil spot, forward and futures markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
2009
Persistent link: https://www.econbiz.de/10003877109
Saved in:
9
Modelling long memory
volatility
in agricultural commodity futures returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003909568
Saved in:
10
Daily tourist arrivals, exchange rates and
volatility
for Korea and Taiwan
Chang, Chia-Lin
;
McAleer, Michael
-
2009
Persistent link: https://www.econbiz.de/10003910516
Saved in:
1
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